NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 10-Oct-2023
Day Change Summary
Previous Current
09-Oct-2023 10-Oct-2023 Change Change % Previous Week
Open 79.15 80.60 1.45 1.8% 84.61
High 81.57 80.71 -0.86 -1.1% 84.95
Low 78.99 79.67 0.68 0.9% 76.93
Close 80.51 80.31 -0.20 -0.2% 77.71
Range 2.58 1.04 -1.54 -59.7% 8.02
ATR 1.97 1.90 -0.07 -3.4% 0.00
Volume 45,345 44,068 -1,277 -2.8% 230,810
Daily Pivots for day following 10-Oct-2023
Classic Woodie Camarilla DeMark
R4 83.35 82.87 80.88
R3 82.31 81.83 80.60
R2 81.27 81.27 80.50
R1 80.79 80.79 80.41 80.51
PP 80.23 80.23 80.23 80.09
S1 79.75 79.75 80.21 79.47
S2 79.19 79.19 80.12
S3 78.15 78.71 80.02
S4 77.11 77.67 79.74
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 103.92 98.84 82.12
R3 95.90 90.82 79.92
R2 87.88 87.88 79.18
R1 82.80 82.80 78.45 81.33
PP 79.86 79.86 79.86 79.13
S1 74.78 74.78 76.97 73.31
S2 71.84 71.84 76.24
S3 63.82 66.76 75.50
S4 55.80 58.74 73.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.40 76.93 6.47 8.1% 2.40 3.0% 52% False False 46,378
10 86.47 76.93 9.54 11.9% 2.13 2.7% 35% False False 49,819
20 86.68 76.93 9.75 12.1% 1.79 2.2% 35% False False 46,916
40 86.68 76.10 10.58 13.2% 1.65 2.1% 40% False False 37,098
60 86.68 72.31 14.37 17.9% 1.59 2.0% 56% False False 30,344
80 86.68 66.88 19.80 24.7% 1.60 2.0% 68% False False 26,833
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 85.13
2.618 83.43
1.618 82.39
1.000 81.75
0.618 81.35
HIGH 80.71
0.618 80.31
0.500 80.19
0.382 80.07
LOW 79.67
0.618 79.03
1.000 78.63
1.618 77.99
2.618 76.95
4.250 75.25
Fisher Pivots for day following 10-Oct-2023
Pivot 1 day 3 day
R1 80.27 79.97
PP 80.23 79.63
S1 80.19 79.29

These figures are updated between 7pm and 10pm EST after a trading day.

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